+1,773.8%
HWM vs NVS
+262.4%
+1,511.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.4% |
| 7D | -2.1% | +4.0% | -6.1% | -3.9% |
| 30D | -11.0% | +3.6% | -14.6% | -12.6% |
| 3M | +4.0% | +7.8% | -3.8% | -0.1% |
| 6M | -0.2% | -0.2% | 0.0% | -0.6% |
| YTD | +26.7% | +19.6% | +7.1% | +15.6% |
| 1Y | +44.7% | +28.4% | +16.3% | +27.0% |
| 3Y | +426.1% | +76.2% | +349.9% | +278.4% |
| 5Y | +738.5% | +111.1% | +627.4% | +427.9% |
| All | +1,773.8% | +262.4% | +1,511.4% | +808.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling